Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390901.2598 | 1302068.9788 | 88832.281 | 73597.7357 | -77023.2011 | 150620.9367 |
Total P&L (%) | 1390.9013 | 1302.069 | 88.8323 | 73.5977 | -77.0232 | 150.6209 |
Avg Daily Profit (%) | 0.5879 | 0.5503 | 0.0375 | 0.0233 | -0.0621 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225946 | -49971 | -195322 | -142170 | -103443 | -80835 |
Profit Factor | 3.377 | 5.8026 | 1.2829 | 1.134 | 0.7486 | 1.62 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.377 | 6.1653 | 1.2074 | 1.134 | 0.7954 | 1.5247 |
Largest Winning Trade | 1259515 | 1259515 | 67896 | 102353 | 33756 | 102353 |
Largest Losing Trade | -90783 | -34249 | -90783 | -61625 | -61625 | -52188 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 96 | 74 | 118 | 96 | 74 | 118 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 4566 | 1826 | 2740 | 4566 | 1826 | 2740 |
Profit Streak | 22.6317 | 50.1317 | 0 | 22.6317 | 50.1317 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110141 | 697184 | -142595 | -362817 | -580827 | -137781 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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